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Soc. Generale Call 92 SY1 21.06.2.../  DE000SQ80KF3  /

EUWAX
2024-06-05  1:22:20 PM Chg.+0.16 Bid2:08:26 PM Ask2:08:26 PM Underlying Strike price Expiration date Option type
1.95EUR +8.94% 1.93
Bid Size: 10,000		 1.96
Ask Size: 10,000		 SYMRISE AG INH. O.N. 92.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ80KF
Issuer: Société Générale
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 EUR
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.87
Implied volatility: 0.55
Historic volatility: 0.21
Parity: 1.87
Time value: 0.04
Break-even: 111.10
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.60%
Delta: 0.95
Theta: -0.05
Omega: 5.53
Rho: 0.04
 

Quote data

Open: 2.01
High: 2.01
Low: 1.94
Previous Close: 1.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month  
+105.26%
3 Months  
+140.74%
YTD  
+61.16%
1 Year  
+14.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.55
1M High / 1M Low: 1.79 0.95
6M High / 6M Low: 2.07 0.65
High (YTD): 2024-03-25 2.07
Low (YTD): 2024-01-23 0.65
52W High: 2024-03-25 2.07
52W Low: 2024-01-23 0.65
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   96
Avg. price 1Y:   1.21
Avg. volume 1Y:   46.88
Volatility 1M:   143.46%
Volatility 6M:   150.15%
Volatility 1Y:   129.65%
Volatility 3Y:   -